A modification to the LINPACK downdating algorithm (Q2639590)

A LINPACK downdating algorithm is modified by interleaving its two different phases, the forward solution of a triangular system and the backward sweep of Givens rotation, to yield a new forward method for finding the Cholesky decomposition of \({\mathfrak R}^ T{\mathfrak R}-{\mathfrak zz}^ T\). It is shown that the new algorithm saves 40 percent purely redundant operations of the original one and is more accurate than the old one provide that n is fairly large. The new algorithm is the best choice in general for the downdating problem. In addition, various other downdating algorithms are rederived and analyzed under a uniform framework. Some downdating examples having exact answer and their testing results are presented.